org.drip.state.discount

Interface DiscountCurve

All Superinterfaces:

Curve, DiscountFactorEstimator, LatentState

All Known Implementing Classes:

BasisSplineGovvieYield, DerivedZeroRate, DeterministicCollateralChoiceDiscountCurve, DiscountFactorDiscountCurve, ExplicitBootDiscountCurve, ExplicitBootGovvieCurve, FlatForwardDiscountCurve, FlatYieldGovvieCurve, ForeignCollateralizedDiscountCurve, GovvieCurve, MergedDiscountForwardCurve, ZeroCurve, ZeroRateDiscountCurve

public interface DiscountCurve
extends Curve, DiscountFactorEstimator

DiscountCurve Interface combines the Interfaces of Latent State Curve Representation and Discount Factor Estimator.

Author:

Lakshmi Krishnamurthy

Method Summary

Methods inherited from interface org.drip.analytics.definition.Curve

calibComp, currency, epoch, label, manifestMeasure, setCCIS

Methods inherited from interface org.drip.state.representation.LatentState

customTweakManifestMeasure, customTweakQuantificationMetric, parallelShiftManifestMeasure, parallelShiftQuantificationMetric, shiftManifestMeasure

Methods inherited from interface org.drip.state.discount.DiscountFactorEstimator

df, df, df, effectiveDF, effectiveDF, effectiveDF, epoch